Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47698.97 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46304.07 Kr¶

PnL: ---------------------------------------> -584.5 Kr¶

DD now: ---------------------------------> -1.914 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:55:03.324708'

Anic Portfolio¶

This Week¶

Return: 0.339 %¶

Total¶

Return: 56.14 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -3.290000 2775.500000 139.500000 5.290000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.240000 428.600000 73.600000 20.730000 355.000000
Corem Property Group B 59 -2.850000 643.690000 66.690000 11.560000 576.999999
Boozt 12 0.280000 1711.200000 57.200000 3.460000 1653.999996
SAAB B 8 0.990000 3428.000000 51.000000 1.510000 3377.000000
HMS Networks 2 -0.390000 716.800000 43.800000 6.510000 673.000000
OEM International B 7 0.250000 557.200000 29.200000 5.530000 527.999997
Intrum 4 0.290000 547.800000 20.800000 3.950000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.200000 256.560000 10.560000 4.290000 246.000000
Norva24 Group 16 1.530000 550.400000 7.400000 1.360000 543.000000
AcadeMedia 12 0.560000 563.760000 6.760000 1.210000 557.000004
Resurs Holding 22 0.040000 578.820000 4.820000 0.840000 573.999998
Swedbank A 3 1.130000 565.350000 1.350000 0.240000 564.000000
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Essity B 2 -1.210000 573.000000 -1.000000 -0.170000 574.000000
Essity A 4 -1.540000 1148.000000 -1.000000 -0.090000 1149.000000
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Securitas B 6 -0.360000 567.360000 -2.640000 -0.460000 570.000000
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
Nordea Bank Abp 29 -0.130000 3444.620000 -9.380000 -0.270000 3453.999992
FM Mattsson Mora Group B 50 -2.530000 2895.000000 -32.000000 -1.090000 2927.000000
International Petroleum Corp. 5 1.930000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 1.660000 1539.000000 -125.000000 -7.510000 1663.999992
Axfood 13 -0.360000 3575.000000 -181.000000 -4.820000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -1.820000 3395.000000 -416.000000 -10.920000 3810.999990
TOTAL 46299.640000 -588.930000 -1.92341% 46888.564618

Updated:¶

'2023-01-18 11:53:50.171164'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶